FINAXIONResearch
Finaxion Research · HII

Which strategy works on HII?

On HII, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.

Findings

On HII, 1 of 20 famous strategies beat buy-and-hold on daily bars, and 0 of them hold out of sample. The best is "Sell in May and go away" at +0.1 points a year over buying and holding HII, while the worst is 2-day RSI (the Connors rule) at -16.2 points a year against buy-and-hold.

  1. On HII, 1 of 20 famous strategies beat buy-and-hold on daily bars; 0 of them hold out of sample.
  2. The best is “Sell in May and go away”: +0.1 points a year over buying and holding HII.
  3. The worst is 2-day RSI (the Connors rule): -16.2 points a year against buy-and-hold.

The 20 strategies, one by one

StrategyReturnBuy and holdExcess (pts/yr)Vs. S&P 500 (pts/yr)Out of sampleTrades
“Sell in May and go away”894.4%883.6%+0.1%+1.8%overfit31
Ichimoku: buy above the cloud865.0%883.6%-0.1%+1.7%—138
Only invest above the 200-day average530.6%883.6%-3.3%-1.5%—98
The Turtles: 55-day breakout483.2%883.6%-3.8%-2.1%—54
The golden cross (50/200)474.8%883.6%-3.9%-2.2%—20
Supertrend: the line that changes colour407.2%883.6%-4.8%-3.1%—24
Parabolic SAR: follow the dots313.3%883.6%-6.3%-4.5%—350
ADX: trade only in strong trends283.6%883.6%-6.8%-5.1%—470
Kaufman’s adaptive moving average (KAMA)276.9%883.6%-7.0%-5.2%—532
Wyckoff: buying the accumulation274.8%883.6%-7.0%-5.2%—87
The MACD cross (12/26/9)182.9%883.6%-9.0%-7.2%—302
RSI 14: buy oversold (30/70)164.5%883.6%-9.4%-7.7%—35
Bounce off the lower Bollinger band76.7%883.6%-12.2%-10.4%—118
Upper Bollinger band breakout26.6%883.6%-14.4%-12.7%—262
Heikin Ashi: follow the coloured candles24.3%883.6%-14.5%-12.8%—973
Smart Money: the liquidity sweep19.2%883.6%-14.8%-13.1%—42
Stochastic: oversold cross (14, 3)5.8%883.6%-15.6%-13.8%—201
ICT / Smart Money: the fair value gap1.6%883.6%-15.9%-14.1%—110
ICT / Smart Money: the order block-1.0%883.6%-16.0%-14.3%—4
2-day RSI (the Connors rule)-3.1%883.6%-16.2%-14.4%—331

Finaxion is an analysis tool, not an investment adviser. This page is not a recommendation. Past performance does not guarantee future results. Prices and series: market data. Computations: Finaxion engine.